ML characterization of the multivariate normal distribution
From MaRDI portal
(Redirected from Publication:689334)
Recommendations
- A characterization of multivariate normal distribution and its application
- Another characterization of multivariate normal distribution
- Characterization of the multivariate normal distribution by conditional normal distributions
- A conditional characterization of the multivariate normal distribution
- Characterizing multivariate normal distributions by some of its conditionals
Cited in
(11)- A nonlocal denoising algorithm for manifold-valued images using second order statistics
- Maximum likelihood characterization of distributions
- Maximum likelihood characterization of distributions
- A characterization of normality via convex likelihood ratios
- Some properties of Rosen's MLE for general distributions.
- scientific article; zbMATH DE number 774832 (Why is no real title available?)
- Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II
- Characterizations of normality in translation classes by properties of Bayes estimators
- A generalized maximum likelihood characterization of the normal distribution
- Theory & Methods: A Characterization of the Normal Family of Distributions Based on the Bias of the Maximum Likelihood Estimator
- On Gauss's characterization of the normal distribution
This page was built for publication: ML characterization of the multivariate normal distribution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q689334)
